-4.2%
TLT vs IR
-7.1%
+2.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -0.3% | -13.6% | +13.3% | +0.6% |
| 3M | -1.7% | +3.7% | -5.4% | -1.9% |
| 6M | -4.9% | -13.1% | +8.2% | -4.6% |
| YTD | -2.8% | -5.1% | +2.3% | -2.5% |
| 1Y | -4.2% | -6.5% | +2.3% | -4.2% |
| All | -4.2% | -7.1% | +2.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling